PROTOCOL OUTLINE: Within 6 months after the first autologous peripheral blood stem cell transplantation (APBSCT), patients receive melphalan IV over 30 minutes on day -2 and the second APBSCT on day 0. Sargramostim (GM-CSF) is administered subcutaneously (SC) beginning on day 1 and continuing until blood counts recover. Patients are also assigned to 1 of 3 vaccination groups.